+1,537.1%
SOXX vs HYG
+56.1%
+1,481.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +1.4% | -0.7% | +2.1% | +3.2% |
| 30D | -3.6% | -0.7% | -2.8% | -1.8% |
| 3M | -10.2% | -0.2% | -10.0% | -9.5% |
| 6M | +54.2% | +1.4% | +52.8% | +50.6% |
| YTD | +75.2% | +1.5% | +73.8% | +71.3% |
| 1Y | +107.5% | +2.9% | +104.6% | +96.7% |
| 3Y | +226.8% | +25.6% | +201.1% | +101.1% |
| 5Y | +251.2% | +18.6% | +232.7% | +155.6% |
| All | +1,537.1% | +56.1% | +1,481.1% | +704.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HYG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling